Anic Equity¶

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Total return since start: 0.588 %¶

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Equity now: -----------------------------> 48500.13 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46300.15 Kr¶

PnL: ---------------------------------------> -1922.1 Kr¶

DD now: ---------------------------------> -6.86 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:34:47.095879'

Anic Portfolio¶

Today¶

Return: 0.06 %¶

This Week¶

Return: 0.06 %¶

Total¶

Return: 58.777 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.230000 837.450000 139.450000 19.980000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
Stillfront Group 38 -1.150000 717.440000 31.440000 4.580000 686.000016
MEKO 13 -1.390000 1573.000000 19.000000 1.220000 1554.000006
Vitec Software Group B 1 -0.930000 498.800000 13.800000 2.850000 485.000000
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
Embracer Group B 14 -2.630000 691.670000 2.670000 0.390000 689.000004
G5 Entertainment 3 -0.370000 572.700000 0.700000 0.120000 572.000001
SKF A 3 -3.370000 592.800000 -0.200000 -0.030000 593.000001
SKF B 3 -3.660000 592.200000 -3.800000 -0.640000 596.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
ASSA ABLOY B 2 -1.060000 505.200000 -8.800000 -1.710000 514.000000
Addnode Group B 6 -2.020000 699.600000 -9.400000 -1.330000 709.000002
Avanza Bank Holding 2 -2.500000 499.400000 -11.600000 -2.270000 511.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
Husqvarna B 7 -2.610000 616.700000 -23.300000 -3.640000 639.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Collector Bank 29 -5.120000 1206.250000 -27.750000 -2.250000 1233.999996
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.440000 530.250000 -31.750000 -5.650000 562.000005
Lagercrantz Group B 5 -0.860000 574.000000 -33.000000 -5.440000 607.000000
Swedbank A 3 -2.640000 581.400000 -36.600000 -5.920000 618.000000
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Rejlers B 6 -2.900000 924.000000 -38.000000 -3.950000 961.999998
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -0.520000 481.100000 -47.900000 -9.050000 529.000000
Nordea Bank Abp 30 -3.660000 3714.600000 -48.400000 -1.290000 3762.999990
Dustin Group 18 -4.330000 612.720000 -57.280000 -8.550000 669.999996
Viaplay Group B 4 -3.750000 965.200000 -71.800000 -6.920000 1037.000000
AFRY 3 -2.470000 521.100000 -73.900000 -12.420000 594.999999
Beijer Alma B 9 -1.450000 1836.000000 -118.000000 -6.040000 1953.999999
RVRC Holding 17 -2.390000 554.540000 -128.460000 -18.810000 683.000007
Fastighetsbolaget Emilshus B 23 2.700000 554.880000 -140.120000 -20.160000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46300.150000 -1922.100000 -6.86041% 48222.250041

Updated:¶

'2023-03-13 16:35:00.854755'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶